How do you get the result of HLSL calculation?

Basically, I would like to map the result of the GPU to a bitmap file using .NET. I would probably use XNA, and my workflow would be something like this:

• Invoke an effect with user input
• The effect starts the process per pixel.
• Get the result from the effect (???)
• Save the result as a bitmap

Thank...

Edit

Summary from Liortal's answer :

To use a rendering target, create a RenderTarget2D Object with the width, height, and other parameters that you prefer. Then call GraphicsDevice.SetRenderTarget to make your render target the current render target. From now on, any Draw calls that you make will be rendering targets. When you are done with the goal of rendering the call to GraphicsDevice.SetRenderTarget for the new rendering target (or null for the back buffer). Then at any time you can call RenderTarget2D.GetTexture to get the contents of the rendering target for further processing.